Earlier today I bought a $10 album from iTumes, which I wish I hadn't. The reviews were glorious, and the previews not indicative. Listening to the album all I could hear was hipster drivel. Obviously, I wanted my money back. Well, bad luck. iTunes won't give refunds. I tweeted about it, and a friend suggested Rdio. Rdio, a brand new streaming service, currently offers a 3-day free trial -- without the need for a credit card. For $5 let's you stream their huge library on your desktop via an Adobe AIR app or browser, and for $10 let's you also stream from Android/BBerry/iOS, plus be able to sync your music with you offline on these devices. Unlike Last.fm and Pandora, Rdio let's you stream on-demand.

Grooveshark and Spotify are good alternatives. The Spotify app is really nice, it lets you star and queue songs, it is lightweight, fast and has lots of infos and links etc. But some stupid artists like ACDC and Metallica and I think Sony stuff are not on there.

Grooveshark has everything everywhere, but their website is just one big and ugly flash blob. (The amazing thing is that Grooveshark seems legal in Germany. Major news outlets touting it as a Spotify alternative.)
And you can rip songs really easy from both.(Ripping internet radio is even encouraged by the government. Only filesharing is portrait as the devil reincarnate, which is totally stupid obviously)

Grooveshark and Spotify are good alternatives. The Spotify app is really nice, it lets you star and queue songs, it is lightweight, fast and has lots of infos and links etc.

Agreed. Spotify does all the stuff Rdio does and more and their client is really lightweight and stable while still managing to do all the most important features. Equally as Rdio so does Spotify also offer mobile phone support and these days there are several Linux clients in development too.

But the best thing about Spotify? It's available almost everywhere.

But some stupid artists like ACDC and Metallica and I think Sony stuff are not on there.

Actually AC/DC is there, I just checked. Do remember the forward slash if you search for it, it's not "ACDC." Metallica seems to have only one album released in 2006, I'm just glad I don't listen to them